Well in many fantasy settings the existence of gods are facts and not a belief like Christianity or something - a good example would be the D&D setting Forgotten Realms, in that setting everyone knows the gods exist.

Right, ok then, maybe what I said is only applicable in the real world, not a fantasy world, but even in a fantasy world, the following things (all taken from the offical Rift website) sure make it sound like a religion:

They have a "holy city"
The Guardians come from among the three races most devoted to the gods
They seek redemption from their gods for their sins
They consider their wars as "Crusades"
Anything that they don't agree with is considered blasphemy (e.g. The Defiant are blasphemous because they don't worship the gods and instead rely on technology)

I rolled defiant. I never did anything but run around saving villages and people, proving my worth as a defender of the world. I'm a saint!
I rolled guardian and got told to rush out and stomp on the other kids' sand castles cause I was special. I'm a bastard.